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Hausdorff–Young inequality

From Wikipedia, the free encyclopedia
Bound on the norm of Fourier coefficients

TheHausdorff−Young inequality is a foundational result in the mathematical field ofFourier analysis. As a statement aboutFourier series, it was discovered byWilliam Henry Young (1913) and extended byHausdorff (1923). It is now typically understood as a rather direct corollary of thePlancherel theorem, found in 1910, in combination with theRiesz-Thorin theorem, originally discovered byMarcel Riesz in 1927. With this machinery, it readily admits several generalizations, including to multidimensional Fourier series and to theFourier transform on the real line, Euclidean spaces, as well as more general spaces. With these extensions, it is one of the best-known results of Fourier analysis, appearing in nearly every introductory graduate-level textbook on the subject.

The nature of the Hausdorff-Young inequality can be understood with only Riemann integration and infinite series as prerequisite. Given a continuous functionf:(0,1)R{\displaystyle f:(0,1)\to \mathbb {R} }, define its "Fourier coefficients" by

cn=01e2πinxf(x)dx{\displaystyle c_{n}=\int _{0}^{1}e^{-2\pi inx}f(x)\,dx}

for each integern{\displaystyle n}. The Hausdorff-Young inequality can be used to show that

(n=|cn|3)1/3(01|f(t)|3/2dt)2/3.{\displaystyle \left(\sum _{n=-\infty }^{\infty }|c_{n}|^{3}\right)^{1/3}\leq \left(\int _{0}^{1}|f(t)|^{3/2}\,dt\right)^{2/3}.}

Loosely speaking, this can be interpreted as saying that the "size" of the functionf{\displaystyle f}, as represented by the right-hand side of the above inequality, controls the "size" of its sequence of Fourier coefficients, as represented by the left-hand side.

However, this is only a very specific case of the general theorem. The usual formulations of the theorem are given below, with use of the machinery ofLp spaces andLebesgue integration.

The conjugate exponent

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Given a nonzero real numberp{\displaystyle p}, define the real numberp{\displaystyle p'} (the "conjugate exponent" ofp{\displaystyle p}) by the equation

1p+1p=1.{\displaystyle {\frac {1}{p}}+{\frac {1}{p'}}=1.}

Ifp{\displaystyle p} is equal to one, this equation has no solution, but it is interpreted to mean thatp{\displaystyle p'} is infinite, as an element of theextended real number line. Likewise, ifp{\displaystyle p} is infinite, as an element of theextended real number line, then this is interpreted to mean thatp{\displaystyle p'} is equal to one.

The commonly understood features of the conjugate exponent are simple:

Statements of the theorem

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Fourier series

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Given a functionf:(0,1)C,{\displaystyle f:(0,1)\to \mathbb {C} ,} one defines its "Fourier coefficients" as a functionc:ZC{\displaystyle c:\mathbb {Z} \to \mathbb {C} } by

c(n)=01f(t)e2πintdt,{\displaystyle c(n)=\int _{0}^{1}f(t)e^{-2\pi int}\,dt,}

although for an arbitrary functionf{\displaystyle f}, these integrals may not exist.Hölder's inequality shows that iff{\displaystyle f} is inLp((0,1)){\displaystyle L^{p}{\bigl (}(0,1){\bigr )}} for some numberp[1,]{\displaystyle p\in [1,\infty ]}, then each Fourier coefficient is well-defined.[1]

The Hausdorff-Young inequality says that, for any numberp{\displaystyle p} in the interval(1,2]{\displaystyle (1,2]}, one has

(n=|c(n)|p)1/p(01|f(t)|pdt)1/p{\displaystyle {\Big (}\sum _{n=-\infty }^{\infty }{\big |}c(n){\big |}^{p'}{\Big )}^{1/p'}\leq {\Big (}\int _{0}^{1}|f(t)|^{p}\,dt{\Big )}^{1/p}}

for allf{\displaystyle f} inLp((0,1)){\displaystyle L^{p}{\bigl (}(0,1){\bigr )}}. Conversely, still supposingp(1,2]{\displaystyle p\in (1,2]}, ifc:ZC{\displaystyle c:\mathbb {Z} \to \mathbb {C} } is a mapping for which

n=|c(n)|p<,{\displaystyle \sum _{n=-\infty }^{\infty }{\big |}c(n){\big |}^{p}<\infty ,}

then there existsfLp(0,1){\displaystyle f\in L^{p'}(0,1)} whose Fourier coefficients obey[1]

(01|f(t)|pdt)1/p(n=|c(n)|p)1/p.{\displaystyle {\Big (}\int _{0}^{1}|f(t)|^{p'}\,dt{\Big )}^{1/p'}\leq {\Big (}\sum _{n=-\infty }^{\infty }{\big |}c(n){\big |}^{p}{\Big )}^{1/p}.}

Multidimensional Fourier series

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The case of Fourier series generalizes to the multidimensional case. Given a functionf:(0,1)kC,{\displaystyle f:(0,1)^{k}\to \mathbb {C} ,} define its Fourier coefficientsc:ZkC{\displaystyle c:\mathbb {Z} ^{k}\to \mathbb {C} } by

c(n1,,nk)=(0,1)kf(x)e2πi(n1x1++nkxk)dx.{\displaystyle c(n_{1},\ldots ,n_{k})=\int _{(0,1)^{k}}f(x)e^{-2\pi i(n_{1}x_{1}+\cdots +n_{k}x_{k})}\,dx.}

As in the case of Fourier series, the assumption thatf{\displaystyle f} is inLp{\displaystyle L^{p}} for some value ofp{\displaystyle p} in[1,]{\displaystyle [1,\infty ]} ensures, via the Hölder inequality, the existence of the Fourier coefficients. Now, the Hausdorff-Young inequality says that ifp{\displaystyle p} is in the range[1,2]{\displaystyle [1,2]}, then

(nZk|c(n)|p)1/p((0,1)k|f(x)|pdx)1/p{\displaystyle {\Big (}\sum _{n\in \mathbb {Z} ^{k}}{\big |}c(n){\big |}^{p'}{\Big )}^{1/p'}\leq {\Big (}\int _{(0,1)^{k}}|f(x)|^{p}\,dx{\Big )}^{1/p}}

for anyf{\displaystyle f} inLp((0,1)k){\displaystyle L^{p}{\bigl (}(0,1)^{k}{\bigr )}}.[2]

The Fourier transform

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One defines the multidimensional Fourier transform by

f^(ξ)=Rne2πix,ξf(x)dx.{\displaystyle {\widehat {f}}(\xi )=\int _{\mathbb {R} ^{n}}e^{-2\pi i\langle x,\xi \rangle }f(x)\,dx.}

The Hausdorff-Young inequality, in this setting, says that ifp{\displaystyle p} is a number in the interval[1,2]{\displaystyle [1,2]}, then one has

(Rn|f^(ξ)|pdξ)1/p(Rn|f(x)|pdx)1/p{\displaystyle {\Big (}\int _{\mathbb {R} ^{n}}{\big |}{\widehat {f}}(\xi ){\big |}^{p'}\,d\xi {\Big )}^{1/p'}\leq {\Big (}\int _{\mathbb {R} ^{n}}{\big |}f(x){\big |}^{p}\,dx{\Big )}^{1/p}}

for anyfLp(Rm){\displaystyle f\in L^{p}(\mathbb {R} ^{m})}.[3]

The language of normed vector spaces

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The above results can be rephrased succinctly as:

Proof

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Here we use the language of normed vector spaces and bounded linear maps, as is convenient for application of the Riesz-Thorin theorem. There are two ingredients in the proof:

The operator norm of either linear maps is less than or equal to one, as one can directly verify. One can then apply theRiesz–Thorin theorem.

Beckner's sharp Hausdorff-Young inequality

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Equality is achieved in the Hausdorff-Young inequality for (multidimensional) Fourier series by taking

f(x)=e2πi(m1x1++mkxk){\displaystyle f(x)=e^{2\pi i(m_{1}x_{1}+\cdots +m_{k}x_{k})}}

for any particular choice of integersm1,,mk.{\displaystyle m_{1},\ldots ,m_{k}.} In the above terminology of "normed vector spaces", this asserts that the operator norm of the corresponding bounded linear map is exactly equal to one.

Since the Fourier transform is closely analogous to the Fourier series, and the above Hausdorff-Young inequality for the Fourier transform is proved by exactly the same means as the Hausdorff-Young inequality for Fourier series, it may be surprising that equality isnot achieved for the above Hausdorff-Young inequality for the Fourier transform, aside from the special casep=2{\displaystyle p=2} for which thePlancherel theorem asserts that the Hausdorff-Young inequality is an exact equality.

In fact,Beckner (1975), following a special case appearing inBabenko (1961), showed that ifp{\displaystyle p} is a number in the interval[1,2]{\displaystyle [1,2]}, then

(Rn|f^(ξ)|pdξ)1/p(p1/p(p)1/p)n/2(Rn|f(x)|pdx)1/p{\displaystyle {\Big (}\int _{\mathbb {R} ^{n}}{\big |}{\widehat {f}}(\xi ){\big |}^{p'}\,d\xi {\Big )}^{1/p'}\leq {\Big (}{\frac {p^{1/p}}{(p')^{1/p'}}}{\Big )}^{n/2}{\Big (}\int _{\mathbb {R} ^{n}}{\big |}f(x){\big |}^{p}\,dx{\Big )}^{1/p}}

for anyf{\displaystyle f} inLp(Rn){\displaystyle L^{p}(\mathbb {R} ^{n})}. This is an improvement of the standard Hausdorff-Young inequality, as the contextp2{\displaystyle p\leq 2} andp2{\displaystyle p'\geq 2} ensures that the number appearing on the right-hand side of this "Babenko–Beckner inequality" is less than or equal to 1. Moreover, this number cannot be replaced by a smaller one, since equality is achieved in the case of Gaussian functions. In this sense, Beckner's paper gives an optimal ("sharp") version of the Hausdorff-Young inequality. In the language of normed vector spaces, it says that the operator norm of the bounded linear mapLp(Rn)Lp/(p1)(Rn){\displaystyle L^{p}(\mathbb {R} ^{n})\to L^{p/(p-1)}(\mathbb {R} ^{n})}, as defined by the Fourier transform, is exactly equal to

(p1/p(p)1/p)n/2.{\displaystyle {\Big (}{\frac {p^{1/p}}{(p')^{1/p'}}}{\Big )}^{n/2}.}

The condition on the exponent

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The conditionp[1,2]{\displaystyle p\in [1,2]} is essential. Ifp>2{\displaystyle p>2}, then the fact that a function belongs toLp{\displaystyle L^{p}} does not give any additional information on the order of growth of its Fourier series beyond the fact that it is in2{\displaystyle \ell ^{2}}.

References

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Notes

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  1. ^abSection XII.2 in volume II of Zygmund's book
  2. ^Page 248 of Folland's book
  3. ^page 114 of Grafakos' book, page 165 of Hörmander's book, page 11 of Reed and Simon's book, or section 5.1 of Stein and Weiss' book. Hörmander and Reed-Simon's books use conventions for the definition of the Fourier transform which are different from those of this article.

Research articles

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Textbooks

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  • Bergh, Jöran; Löfström, Jörgen. Interpolation spaces. An introduction. Grundlehren der Mathematischen Wissenschaften, No. 223. Springer-Verlag, Berlin-New York, 1976. x+207 pp.
  • Folland, Gerald B.Real analysis. Modern techniques and their applications. Second edition. Pure and Applied Mathematics (New York). A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1999. xvi+386 pp.ISBN 0-471-31716-0
  • Grafakos, Loukas. Classical Fourier analysis. Third edition. Graduate Texts in Mathematics, 249. Springer, New York, 2014. xviii+638 pp.ISBN 978-1-4939-1193-6,978-1-4939-1194-3
  • Hewitt, Edwin; Ross, Kenneth A. Abstract harmonic analysis. Vol. II: Structure and analysis for compact groups. Analysis on locally compact Abelian groups. Die Grundlehren der mathematischen Wissenschaften, Band 152 Springer-Verlag, New York-Berlin 1970 ix+771 pp.
  • Hörmander, Lars. The analysis of linear partial differential operators. I. Distribution theory and Fourier analysis. Reprint of the second (1990) edition [Springer, Berlin; MR1065993]. Classics in Mathematics. Springer-Verlag, Berlin, 2003. x+440 pp.ISBN 3-540-00662-1
  • Reed, Michael; Simon, Barry. Methods of modern mathematical physics. II. Fourier analysis, self-adjointness. Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London, 1975. xv+361 pp.
  • Stein, Elias M.; Weiss, Guido. Introduction to Fourier analysis on Euclidean spaces. Princeton Mathematical Series, No. 32. Princeton University Press, Princeton, N.J., 1971. x+297 pp.
  • Zygmund, A. Trigonometric series. Vol. I, II. Third edition. With a foreword by Robert A. Fefferman. Cambridge Mathematical Library. Cambridge University Press, Cambridge, 2002. xii; Vol. I: xiv+383 pp.; Vol. II: viii+364 pp.ISBN 0-521-89053-5
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